TG57 - 1¾% Treasury Gilt 2057
Performance Attribution
| Start Dirty Price: | mark-to-market | £47.483 | Carry: | £0.191 |
|---|---|---|---|---|
| mark-to-model | £47.227 | Rolldown: | £-0.012 | |
| End Dirty Price: | mark-to-market | £47.013 | Variation: | £-0.622 |
| mark-to-model | £46.790 | Unexplained: | £-0.027 |